This is UST's best database for US and international public company information, and it is also great for index and component data. To access: from the main page, choose an index from the dropdown menu at lower right and hit Search. It will bring up an alphabetical list of current constituents of that index that you can then sort various ways to meet your needs.
Use of the Mergent data and service are intended for non-commercial academic purposes only.
To access index data: hover on the Companies tab, then select Market Indices/ Rates. Search for an index by name (e.g. S & P 500) and select it. At that point, you'll have a variety of options to display. Select Constituents at left to see a current list.
The Economist Historical Archive delivers a complete searchable copy of every issue of The Economist from 1843 to 2006. You can search for historical pricing charts, rankings, etc, for many indices.
SBBI Yearbook provides historical performance data of U.S. asset classes. Other Duff & Phelps data resources provide valuation data. The Keffer library has volumes dating back to 1995.
Duff & Phelps (formerly Ibbotson's) SBBI Valuation Yearbook expands the Classic Yearbook with more data and statistics focused specifically on the valuation of businesses. The Keffer library has volumes dating back to 2008.
Stocks, Bonds, Bills, and Inflation (SBBI) Yearbook by 
Stocks, Bonds, Bills, and Inflation (SBBI) Valuation Yearbook by